Well, I've been trying and trying to get a vtf as my spray, but every time I select the file that I want as my spray, the spray in the options menu still doesn't change, it stays as the previous spray.

No matter how many times I try, and no matter how many different vtf sprays I try, the same problem keeps happening over and over again.

this happend to me with steam cloud. it just resets the default spray. disabling steam cloud works, then u can enable it again and it should overwrite ur current spray with ur custom spray in steam cloud

Are you using Import Spray, and clicking on the .VTF in the file browser window? If you use the Import Spray option, you can only import common image formats, such as .TGA, .Jpeg, of .GIF. Otherwise, you would have to drag the .VTF file in to your spray directory (Materials/VGUI/Logos) and create a corresponding .VMT file in the same location, then locate the Spray Image in the Option Selection menu to the near right of the Spray Preview box.

And why are people always so quick to assume it's the Steam Cloud that's causing the problems? Steam Cloud owns.

And if, for any reason, you feel the need to disable the Steam Cloud for a specific game, you can do so by opening the Steam Games library Window, Right-Clicking on the game you wish to change the options for, and clicking on the "Properties" tab. A dialogue box will appear, and a checkbox indicating that the Steam Cloud is enabled or disabled should be present. If the box is checked, then your files and configuration settings will be synced. uncheck the box, close the dialogue window, then start up the game.